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Reviews in Modern Quantitative Finance

Reviews in Modern Quantitative Finance

Hardcover

Series: Annual Reviews in Modern Quantitative Finance: Including Current Aspects of Fintech, Risk and Invest, Book 1

Investing & Finance

ISBN10: 9811281734
ISBN13: 9789811281730
Publisher: World Scientific Publishing Company
Published: Mar 25 2024
Pages: 400
Weight: 1.84
Height: 0.88 Width: 6.69 Depth: 9.61
Language: English

This volume contains six chapters which cover several modern topics of quantitative finance and reflect the most significant trends currently shaping this field. The chapters discuss in detail and make original contributions to stochastic/fractional volatility models and their asymptotic solutions (Chapter 1); equity trading, optimal portfolios and related problems (Chapters 2, 5, 6); machine learning and NLP (Chapters 2, 3); and economic scenario generation (Chapter 4), and are written by the leading experts in the field. This book is useful for both researchers and practitioners.

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